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Trade: WAVES/USDT/360/EMA/JMA/5664

Strategy
WAVES/USDT/360/EMA/JMA/5664
Pair
WAVES_USDT
Interval
6h
Score
447969
Daily Profit
0.184779
Profit Factor
2.305990
Profitability
48.780488
Streak
552.148916
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 00:34
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 733901.0757 558751.9319 175149.1439 6577966.4873 2833385.5727 3744580.9146
Total P&L (%) 733.9011 558.7519 175.1491 6577.9665 2833.3856 3744.5809
Avg Daily Profit (%) 0.3713 0.2827 0.0886 0.2128 0.1711 0.1848
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56341 -79402 -96606 -1879150 -2640739 -728014
Profit Factor 2.721 3.4402 1.887 1.7641 1.4935 2.306
Total Trades 83 42 41 83 42 41
Winning Trades 37 17 20 37 17 20
Losing Trades 46 25 21 46 25 21
Profitability (%) 44.5783 40.4762 48.7805 44.5783 40.4762 48.7805
Ratio Avg Win / Avg Loss 3.3829 5.0591 1.9814 2.1932 2.1963 2.4213
Largest Winning Trade 150209 150209 69758 2512149 2512149 1530854
Largest Losing Trade -27010 -24505 -27010 -976716 -976716 -728014
Avg Bars in Trades 92 78 107 92 78 107
Avg Bars in Winners 157 139 172 157 139 172
Avg Bars in Losers 40 36 44 40 36 44
Bars Traded 7678 3290 4389 7678 3290 4389
Profit Streak 0 0 552.1489 0 0 552.1489
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407058 419881 -70938 291808 234263 447969

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550491200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758922466348,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            733901.075734241,
            558751.9318798183,
            175149.1438544233,
            6577966.487258891,
            2833385.5726829446,
            3744580.914575946
        ],
        [
            733.901076,
            558.751932,
            175.149144,
            6577.966487,
            2833.385573,
            3744.580915
        ],
        [
            0.371267,
            0.282662,
            0.088605,
            0.212767,
            0.17107,
            0.184779
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56341,
            -79402,
            -96606,
            -1879150,
            -2640739,
            -728014
        ],
        [
            2.720994,
            3.440178,
            1.88701,
            1.764075,
            1.493465,
            2.30599
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            44.578313,
            40.47619,
            48.780488,
            44.578313,
            40.47619,
            48.780488
        ],
        [
            3.382857,
            5.059085,
            1.98136,
            2.193175,
            2.196272,
            2.421289
        ],
        [
            150209,
            150209,
            69758,
            2512149,
            2512149,
            1530854
        ],
        [
            -27010,
            -24505,
            -27010,
            -976716,
            -976716,
            -728014
        ],
        [
            92,
            78,
            107,
            92,
            78,
            107
        ],
        [
            157,
            139,
            172,
            157,
            139,
            172
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            7678,
            3290,
            4389,
            7678,
            3290,
            4389
        ],
        [
            0,
            0,
            552.148916,
            0,
            0,
            552.148916
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407058,
            419881,
            -70938,
            291808,
            234263,
            447969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550491200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758922466348,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)